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Rating migration and bond valuation : decomposing rating migration matrices from market data via default probability term structures

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Sum total of downloads: 2

Journal: 
Expert journal of finance
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e-ISSN: 
2359-7712
Document Type: 
Article
Year of Publication: 
2017
Language: 
English (eng)
Citation: 
Barnard, Brian (2017). Rating migration and bond valuation : decomposing rating migration matrices from market data via default probability term structures. In: Expert journal of finance 5 S. 49 - 72.
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